Covariance in probability theory and statistics is a measure of the joint variability of two random variables. The sign of the covariance, therefore,...

and statistics, a covariance matrix (also known as auto-covariance matrix, dispersion matrix, variance matrix, or variance–covariance matrix) is a square...

Look up covariance or contravariance in Wiktionary, the free dictionary. Covariance and contravariance may refer to: Covariance and contravariance of...

average) or empirical mean (empirical average), and the sample covariance or empirical covariance are statistics computed from a sample of data on one or more...

statistics, sometimes the covariance matrix of a multivariate random variable is not known but has to be estimated. Estimation of covariance matrices then deals...

through space". Lorentz covariance, a related concept, is a property of the underlying spacetime manifold. Lorentz covariance has two distinct, but closely...

" Regardless of Gaussianity, however, if the process and measurement covariances are known, then the Kalman filter is the best possible linear estimator...

eigenvectors of the data's covariance matrix. Thus, the principal components are often computed by eigendecomposition of the data covariance matrix or singular...

theory and statistics, the covariance function describes how much two random variables change together (their covariance) with varying spatial or temporal...

together, and may refer to: Covariance matrix, a matrix of covariances between a number of variables Covariance or cross-covariance between two random variables...